Sparse principal component analysis by choice of norm

DOI10.1016/J.JMVA.2012.07.004MaRDI QIDQ1931858zbMATH OpenOpenAlexWikidataFDO

Authors Xin Qi, Ruiyan Luo, Hongyu Zhao

Publication date 16 January 2013

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.07.004

zbMATH Keywords

consistency in high dimensionshigh-dimensional dataiterative algorithmuncorrelated or orthogonal principal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of mathematical programming (90C90)

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(32)

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• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Signal extraction approach for sparse multivariate response regression
• Sparse principal component analysis via fractional function regularity
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• Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes
• Biclustering via structured regularized matrix decomposition
• From simple structure to sparse components: a review
• Projection sparse principal component analysis: an efficient least squares method
• Sparse principal component analysis with missing observations
• Sparse principal components by semi-partition clustering
• Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
• Weakly correlated sparse components with nearly orthonormal loadings
• Sparse principal component analysis with measurement errors
• Generalized power method for sparse principal component analysis
• Principal component analysis in very high-dimensional spaces
• The Sparse Principal Component of a Constant-Rank Matrix
• rs-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS
• Sparse PCA by iterative elimination algorithm
• Sparse Variable PCA Using Geodesic Steepest Descent
• Biobjective sparse principal component analysis
• scientific article; zbMATH DE number 6129459 (Why is no real title available?)
• Scale-invariant sparse PCA on high-dimensional meta-elliptical data
• Optimal algorithms for binary, sparse, and L₁-norm principal component analysis
• Sparse local influence analysis
• Sparse Principal Component Analysis via Axis-Aligned Random Projections
• Compressed modes for variational problems in mathematics and physics
• Sparse principal component analysis in Hilbert space
• An exact approach to sparse principal component analysis
• Sparse factor analysis for categorical data with the group-sparse generalized singular value decomposition
• Sparse principal component analysis via regularized low rank matrix approximation

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